Her being on your parent's covered California plan would not necessarily preclude your sister from qualifying as your dependent, but it may indicate that you don't support her which would prevent you from doing that.
To claim your sister as your dependent, she would have to satisfy several conditions such as you would have to support her, she would have to live with you, she would have to be under a certain age and in some cases earn under a certain amount of money. You can review the conditions necessary to clam someone as your dependent by reviewing this TurboTax article.
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